ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 30-Aug-2011

Day Change Summary
	Previous	Current
	29-Aug-2011	30-Aug-2011	Change	Change %	Previous Week
Open	130-070	129-250	-0-140	-0.3%	130-280
High	130-085	130-190	0-105	0.3%	130-315
Low	129-130	129-245	0-115	0.3%	129-095
Close	129-230	130-125	0-215	0.5%	130-090
Range	0-275	0-265	-0-010	-3.6%	1-220
ATR	1-014	1-010	-0-004	-1.2%	0-000
Volume	1,280,271	1,189,876	-90,395	-7.1%	6,974,232

Daily Pivots for day following 30-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-235	132-125	130-271
R3	131-290	131-180	130-198
R2	131-025	131-025	130-174
R1	130-235	130-235	130-149	130-290
PP	130-080	130-080	130-080	130-108
S1	129-290	129-290	130-101	130-025
S2	129-135	129-135	130-076
S3	128-190	129-025	130-052
S4	127-245	128-080	129-299

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	135-080	134-145	131-067
R3	133-180	132-245	130-238
R2	131-280	131-280	130-189
R1	131-025	131-025	130-140	130-202
PP	130-060	130-060	130-060	129-309
S1	129-125	129-125	130-040	128-302
S2	128-160	128-160	129-311
S3	126-260	127-225	129-262
S4	125-040	126-005	129-113

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-260	129-095	1-165	1.2%	0-308	0.7%	72%	False	False	1,496,253
10	131-205	129-095	2-110	1.8%	0-296	0.7%	47%	False	False	1,315,675
20	131-205	126-205	5-000	3.8%	1-064	0.9%	75%	False	False	1,487,556
40	131-205	122-065	9-140	7.2%	1-006	0.8%	87%	False	False	1,378,441
60	131-205	121-225	9-300	7.6%	0-305	0.7%	87%	False	False	1,361,501
80	131-205	120-090	11-115	8.7%	0-278	0.7%	89%	False	False	1,134,435
100	131-205	116-020	15-185	11.9%	0-253	0.6%	92%	False	False	907,888
120	131-205	116-020	15-185	11.9%	0-221	0.5%	92%	False	False	756,583

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-053
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	134-036
2.618	132-244
1.618	131-299
1.000	131-135
0.618	131-034
HIGH	130-190
0.618	130-089
0.500	130-058
0.382	130-026
LOW	129-245
0.618	129-081
1.000	128-300
1.618	128-136
2.618	127-191
4.250	126-079

Fisher Pivots for day following 30-Aug-2011
Pivot	1 day	3 day
R1	130-102	130-095
PP	130-080	130-065
S1	130-058	130-035

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These figures are updated between 7pm and 10pm EST after a trading day.

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